WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS

DOI10.1017/S0266466604206016zbMath1069.62070MaRDI QIDQ5314881

Paul Doukhan, Patrick Ango Nze

Publication date: 5 September 2005

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

bootstrapgeneralized method of momentsunit root testsfunctional estimationempirical distributionsMarkovian models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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